Luis Alvarez Esteban
 PhD (Economics) 1994, PhD (Applied Mathematics) 1997


lhralv@utu.fi

+358 29 450 2119

+358 40 074 7961

Rehtorinpellonkatu 3

Turku


ORCID identifier: https://orcid.org/https://orcid.org/0000-0003-1342-1691

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Areas of expertise
Stochastic control theory, optimal stopping, impulse control, singular control, diffusion processes, real options, mathematical finance

Biography


I have
been a Professor of Quantitative Methods in Management (focusing mainly on mathematical finance and mathematical economics) at the Turku School of
Economics (University of Turku) since 2001. My educational and professional background is as follows: I originally studied economics and applied
mathematics at  University of Turku (UTU) for 1987-1988. For 1989-1994 I
worked at the Department of Economics and obtained my first PhD in Economics in
1994. After that I moved to the Department of Mathematics and worked there for
1995-2000. During that period I completed my second PhD in Applied Mathematics
in 1997.




Research
Stochastic control theory and its applications, optimal stopping and its applications, diffusion processes, real options, stopping games, optimal rotation problems, Faustmann's formula


Teaching
Mathematical finance, Interest rate derivatives and valuation, Quantitative methods in finance

Publications
  
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Last updated on 2023-12-07 at 12:39